STRATEGY VWAP MOMENTUM

20251125 (Tuesday, DoW=2)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 13

Periodo: 2025-11-25 01:03:00 - 2025-11-25 22:59:00

Exposure Days: 1

Trades per Day: 13.00

Avg Duration: 98.23 min

Median Duration: 31.00 min

PERFORMANCE

Total Profit: $-920.00

Avg Profit: $-70.77

Median Profit: $-1,500.00

Std Profit: $1,864.39

Profit Factor: 0.92

WIN/LOSS

Win Rate: 33.3%

Winners / Losers: 4 / 8 (Ratio: 1:1)

Gross Profit: $10,475.00

Gross Loss: $-11,395.00

Avg Winner: $2,095.00

Avg Loser: $-1,424.38

Avg Winner / Avg Loser: (Ratio: 1:1.47)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-7,500.00

Sharpe Ratio: -0.04

Sortino Ratio: -0.33

Ulcer Index: 90.54

EXIT REASONS

TARGET exits: 4 (30.8%)

STOP exits: 7 (53.8%)

EOD exits: 1 (7.7%)

LONG ENTRIES (BUY)

Total LONG: 6

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,580.00

Avg P&L: $263.33

SHORT ENTRIES (SELL)

Total SHORT: 7

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-2,500.00

Avg P&L: $-357.14

CUMULATIVE P&L